## GAUSS^{TM} Keywords

Features/ Functions | Where to Find |

ANOVA | Gaussx |

ARCH, GARCH | Constrained Maximum Likelihood MT | FANPAC MT | Gaussx | LikPak |

ARFIMA | Gaussx | LikPak |

ARMA, ARIMA | Time Series MT | TSM | FANPAC MT | Gaussx | LikPak |

Automatic/Algorithmic Derivatives | AD | Gaussx |

Autoregression | Time Series MT | Gaussx |

Bayesian analysis, Bayesian estimation | Constrained Maximum Likelihood MT | Maximum Likelihood MT | Gaussx |

Bessel functions | GAUSS |

Bitwise operations | Gaussx |

Black & Scholes model | GAUSS |

Bootstrap | Constrained Maximum Likelihood MT | Maximum Likelihood MT | Gaussx | TSM |

Bounds constraints | Constrained Maximum Likelihood MT | Maximum Likelihood MT | Linear Regression MT |

Box-Cox | FANPAC MT | Gaussx | LikPak |

Cholesky factorization | GAUSS |

Cluster analysis | Gaussx |

Cointegration models | COINT | Time Series MT |

Constrained least squares | Constrained Maximum Likelihood MT | Gaussx |

Constrained model, including:linear equality constraints, linear inequality constraints, nonlinear equality constraints, nonlinear inequality constraints, bounds | Constrained Maximum Likelihood MT | Gaussx |

Contingency tables | Descriptive Statistics MT |

Correlation dimension | Gaussx |

Crosstabs | Descriptive Statistics MT | Gaussx |

Cumulative density functions, Cumulative distribution functions | GAUSS | Gaussx |

Curve fitting | CurveFit |

Data generation process | Gaussx | LikPak |

Data transfer | Gaussx | Stat/Transfer |

DBDC model | Gaussx | LikPak |

Descriptive statistics | GAUSS | Descriptive Statistics MT | Gaussx |

Denoise (Wavelet) | Gaussx |

Differential equations | SimGauss |

Divisia | Gaussx |

Duration models | Maximum Likelihood MT | Gaussx |

ECM Models | Time Series MT |

Econometric tests | Constrained Maximum Likelihood MT | Descriptive Statistics MT | Linear Regression MT | Maximum Likelihood MT | Gaussx | LikPak |

Eigensystems | GAUSS |

Equation solution - linear | GAUSS | Gaussx |

Equation solution - nonlinear | Nonlinear Equations MT | Gaussx |

Error correction model | Time Series MT | Gaussx |

Event count analysis | Maximum Likelihood MT |

Exponential Weighted Moving Average | GAUSS |

Exponential smoothing | Gaussx | LikPak |

Factorizations | GAUSS |

FFTs | GAUSS | Gaussx |

Filter | Gaussx |

Forecasting | Time Series MT (ARIMA) | Gaussx | FANPAC MT |

FIML (full information maximum likelihood) | Constrained Maximum Likelihood MT | Maximum Likelihood MT | Gaussx |

Financial models | FANPAC MT |

Frequencies | Gaussx |

Frontier production model | Gaussx |

GARCH | Constrained Maximum Likelihood MT | FANPAC MT | Gaussx | LikPak |

GAU support | Gaussx |

Generalized disjunctivel programming | GENO |

General linear model | GAUSS |

Generalized SVD, Schur, eigenvalues | GAUSS |

Genetic algorithm | Gaussx | GENO |

Genetic engineering | GENO |

Gibbs sampling, Gini Coefficients, Global Optimization, GMM (generalized method of moments) | Gaussx |

Graphics | GAUSS | Gaussx | IGX |

Hazard models | Gaussx |

Heckit model | Gaussx |

Heteroscedasticity (quasi-maximum likelihood) | Constrained Maximum Likelihood MT | Maximum Likelihood MT | Gaussx |

Hypothesis testing | Constrained Maximum Likelihood MT | Gaussx |

Interpolation | GAUSS | Gaussx |

Inverse cumulative density functions | GAUSS | Gaussx |

Kalman filter | Gaussx | TSM |

Kernel density plots | Constrained Maximum Likelihood MT | Constrained Maximum Likelihood | Maximum Likelihood MT |

Lapack functions | GAUSS |

Least squares - linear 2-stage and 3-stage | Linear Regression MT | Gaussx |

Least squares - nonlinear 2-stage and 3-stage | Gaussx | LikPak |

Likelihood profile traces | Constrained Maximum Likelihood MT | Maximum Likelihood MT | CurveFit |

Limited dependent variables | Discrete Choice | Time Series MT | Constrained Maximum Likelihood MT | Maximum Likelihood MT | Gaussx |

Linear equation solution | GAUSS | Gaussx |

Linear programming | Linear Programming MT | Gaussx | GENO |

Loess | GAUSS |

Logit, Logit regression | GAUSS | Discrete Choice | Gaussx | LikPak |

Loglinear models | Loglinear Analysis MT | Gaussx |

LU factorization | GAUSS |

Lyapunov exponent | Gaussx |

Maple, Mathematica hooks | Gaussx |

Markov chain monte carlo, Markov switching model | Gaussx | LikPak |

Markowitz asset allocation analysis | FANPAC MT | Gaussx | Constrained Optimization MT |

Maximum entropy | Gaussx |

Maximum likelihood | Constrained Maximum Likelihood MT | Maximum Likelihood MT | TSM | Gaussx |

Features/ Functions | Where to Find |

Missing data | GAUSS Data Tool | Amelia | Gaussx |

Mixed integer programming | GENO |

MNL model | Discrete Choice | Gaussx | LikPak |

MNP model | Gaussx | LikPak |

MonteCarlo simulation | Gaussx |

Moving Average | GAUSS |

Mps files | Linear Programming MT |

Multinomial logit | Discrete Choice | Gaussx | LikPak |

Multinomial probit | Discrete Choice | Gaussx | LikPak |

Multi-criteria programming, Multi-objective programming | GENO |

Multiple response optimization | Gaussx |

Multivariate models | FANPAC MT | Gaussx | Loglinear Analysis MT |

Multivariate time series | Time Series MT | FANPAC MT | Gaussx |

Murphy Topel correction | Gaussx |

Negative binomial process | LikPak |

Nelder Meade, Neural Networks, Newey West | Gaussx |

Nonlinear dynamic simulation | SimGauss |

NLP (nonlinear programming) | Constrained Optimization MT | GAUSS | GENO |

Nonlinear regression | CurveFit | Gaussx |

Nonlinear systems of equations | Nonlinear Equations | CurveFit | GAUSS | Gaussx |

Nonparametric regression, Nonparametric tests | Gaussx| LikPak |

Nonstationary time series | COINT |

Numerical gradient, Hessian | GAUSS | Gaussx |

ODBC | GAUSS | Stat/Transfer |

Optimization | Optimization MT | Constrained Optimization MT | GAUSS | Gaussx |

Optimization of Dynamic Nonlinear systems | SimGauss | Optimization MT |

Options pricing | GAUSS |

Ordered logit, probit | Discrete Choice | Gaussx | LikPak |

Panel data | Time Series MT |

Parallel loops | GAUSS |

Parameter Fitting for Dynamic Nonlinear systems | SimGauss | Maximum Likelihood MT |

Parametric tests | Descriptive Statistics MT | Linear Regression MT | Gaussx |

Partial Least Squares | Gaussx |

Poisson process | LikPak |

Poisson regression | Discrete Choice | Maximum Likelihood MT | Gaussx |

Polynomial distributed lag | Gaussx |

Principle Components | GAUSS |

Probability density functions | GAUSS | Gaussx |

Probit, Probit regression | Discrete Choice | Gaussx | LikPak |

Profile t traces | Constrained Maximum Likelihood MT | Maximum Likelihood MT | CurveFit |

Programming models | Constrained Optimization MT | Linear Programming MT |

QR factorization | GAUSS |

Quadratic programming | GAUSS |

Quasi-maximum likelihood (QML) | Constrained Maximum Likelihood MT | Maximum Likelihood MT |

Quasi random variables | GAUSS | Gaussx |

Random variables | Gaussx |

Regression, least squares | GAUSS | Gaussx |

Residuals analysis | Linear Regression MT |

Response Surface Analysis | Gaussx |

Robust estimation | Constrained Maximum Likelihood MT | Maximum Likelihood MT | Gaussx |

Sample selection | Gaussx |

Schur factorization | GAUSS |

SUR (seemingly unrelated regression) | Linear Regression MT | Gaussx |

Sequential quadratic programming | Constrained Maximum Likelihood MT | Constrained Optimization MT | Gaussx |

Simulated annealing | Gaussx |

Simulation (Dynamic) | SimGauss |

Simultaneous equations | Gaussx |

Singular value decomposition | GAUSS | Gaussx |

Social network analysis | SNAP |

Sparse matrices | GAUSS | Linear Programming MT |

Spectral analysis | Gaussx | TSM |

Splines, line and surface | GAUSS |

Spreadsheets | GAUSS | GAUSS Data Tool | Gaussx |

SSM (state space model) | TSM | SSATS |

Statistical processes | LikPak |

Stochastic volatility process | Gaussx | LikPak |

Survival models | Gaussx |

Symbolic algebra | Symbolic Tools |

Systems of differential equations | SimGauss |

Tabulate | Descriptive Statistics MT | Gaussx |

Tests | Constrained Maximum Likelihood MT | Descriptive Statistics MT | Linear Regression MT | Gaussx |

Three stage least squares | Linear Regression MT | Gaussx |

Time-frequency analysis | TSM |

Time series | TSM | Time Series MT | COINT | Gaussx | SimGauss | FANPAC MT |

Time series - cross sectional regression | Time Series MT |

Timer | Gaussx |

Tobit regression | Constrained Maximum Likelihood MT | Gaussx |

Transfer functions | Gaussx |

Trust region | Constrained Maximum Likelihood MT | Gaussx |

2 Point Boundary Value Problems for Non-linear Dynamic Systems | SimGauss | Nonlinear Equations MT |

Two stage least squares | Linear Regression MT | Gaussx |

Univariate models | TSM | CurveFit |

Unconstrained optimization | Optimization MT | GAUSS | Gaussx |

VAR (vector autoregressive models) | TSM | Gaussx | Time Series MT |

VARMA models | Time Series MT |

VARMA, VARMAX | Time Series MT | Gaussx | LikPak |

Wavelet analysis, wavelet packet analysis | TSM |

Weighted models | Constrained Maximum Likelihood MT | Maximum Likelihood MT | Curve Fit | Gaussx |

Welfare analysis | Gaussx |

Whittle process | Gaussx | LikPak |